The shrimp and sweet peppers are sprinkled with Parmesan cheese before grilling. The coating develops a toasty, almost nutty taste that goes beautifully with the sweet shrimp.
1. Heat gas grill to medium or prepare charcoal grill with medium coals.
2. In food processor, combine anchovies (if using), 1/4 cup cheese, lemon juice, vinegar, 2 tablespoons water, mustard and Worcestershire sauce. Puree until smooth. With machine running, slowly add oil. Set aside.Skewers:
3. In a bowl, combine shrimp, sweet peppers, half of the cheese-lemon juice mixture and the salt and pepper
4. Slide shrimp on four metal skewers, alternating with peppers. Place remaining peppers on separate skewer. Sprinkle all with 1 tablespoon of the cheese.
5. Grill skewers 4 minutes. Flip over; top with remaining cheese. Grill 4 minutes or until shrimp turn pink. Serve over rice; drizzled with remaining cheese-lemon juice mixture. Serve with lemon wedges.